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| Metropolis-Hastings Bertingkat× | Inferensi Bayesian Hierarki× | |
|---|---|---|
| Bidang | Bayesian | Bayesian |
| Keluarga | Bayesian methods | Bayesian methods |
| Tahun asal≠ | 1953 (core); 1990s (multilevel application) | 1972 (Lindley & Smith); consolidated 1995–2013 |
| Pengasas≠ | Metropolis et al. (1953); hierarchical extension developed through 1980s–1990s Bayesian computation literature | Lindley & Smith; Gelman et al. |
| Jenis≠ | MCMC sampling algorithm | Bayesian multilevel model |
| Sumber perintis | Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955 | Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955 |
| Alias | hierarchical Metropolis-Hastings, multilevel MH, MH for hierarchical models, blocked Metropolis-Hastings | multilevel Bayesian modeling, Bayesian hierarchical model, nested Bayesian model, partial pooling model |
| Berkaitan | 6 | 6 |
| Ringkasan≠ | Multilevel Metropolis-Hastings applies the Metropolis-Hastings MCMC algorithm to hierarchical (multilevel) Bayesian models, sampling jointly from group-level parameters and hyperparameters by proposing candidate values and accepting or rejecting them via a ratio that respects the full joint posterior across all levels of the model. | Hierarchical Bayesian inference is a probabilistic modeling framework that organises parameters into levels, placing priors on the group-level parameters and hyperpriors on the parameters governing those priors. It enables partial pooling of information across groups, balancing the extremes of treating each group as independent or merging them into a single estimate. |
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